+677.7%
HPE vs BIDU
-38.5%
+716.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -7.0% | +14.7% | +9.1% |
| 7D | +10.1% | -2.4% | +12.6% | +10.4% |
| 30D | +5.3% | -15.6% | +20.9% | +8.5% |
| 3M | +12.7% | -22.3% | +35.0% | +17.8% |
| 6M | +167.7% | -22.3% | +189.9% | +178.9% |
| YTD | +135.5% | -29.2% | +164.6% | +148.7% |
| 1Y | +143.4% | -14.8% | +158.2% | +145.8% |
| 3Y | +249.2% | -31.8% | +281.0% | +258.6% |
| 5Y | +343.8% | -43.1% | +387.0% | +344.8% |
| 10Y | +495.9% | -50.6% | +546.5% | +419.2% |
| All | +677.7% | -38.5% | +716.2% | +630.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling